C/C++ Matlab compiler vs MKL

Question

Is there a significant performance difference between Matlab numerical routines exposed as a C/C++ dll through Matlab mcc versus equivalent routines found in Math Kernel Library?

I'm particularly interested in the performance of linear least square solvers such as ?gels and fourier transform routines.

Answer 1

Matlab adds a layer to anything it calls, fftw, lapack, mkl.

If you compile a special version, of whatever code, it will always run faster without the matlab overhead.

If you don't know what you're doing, use built-in libs, if you're an old f77 hacker like me, I write my own routines and only use the built-in libs when I'm feeling lazy or prototyping an algorithm.